Description

This analysis provides a forecast of DIA prices using a Seasonal ARIMA model with Box-Cox transformation. The forecast includes different scenarios:

The confidence levels used are 68%, 95%, and 99.7%, which means there is a corresponding probability that the actual price will fall within the Bear and Bull case range for each confidence level.

The purpose of this model is to help investors understand potential future price movements and make informed decisions based on different market scenarios.

Bear_0.997 Bear_0.95 Bear_0.68 Base Bull_0.68 Bull_0.95 Bull_0.997
2024-12-08 0.656617 0.741591 0.837967 0.956345 1.099181 1.267731 1.484343
2024-12-15 0.572866 0.681703 0.814761 0.992540 1.228846 1.539797 1.993706
2024-12-22 0.523560 0.649255 0.812499 1.046578 1.385379 1.878728 2.696133
2024-12-29 0.477044 0.611142 0.793957 1.071953 1.505091 2.196645 3.492286
2025-01-05 0.437973 0.576452 0.773111 1.087767 1.611558 2.523397 4.455340
2025-01-12 0.400735 0.539001 0.741980 1.080798 1.677769 2.800597 5.474851
2025-01-19 0.359834 0.491404 0.689142 1.029451 1.654770 2.902649 6.169261
2025-01-26 0.339308 0.471856 0.676775 1.042891 1.752020 3.280116 7.834432
2025-02-02 0.322012 0.455297 0.666795 1.058199 1.855834 3.712192 10.071092
2025-02-09 0.302152 0.432747 0.644245 1.046743 1.901576 4.024250 12.265634
2025-02-16 0.287793 0.417684 0.632536 1.053633 1.988611 4.483929 15.732724
2025-02-23 0.267489 0.391281 0.598643 1.012351 1.956363 4.593444 17.740081
2025-03-02 0.247711 0.364975 0.563701 0.966788 1.910553 4.665471 19.874738
2025-03-09 0.239611 0.357650 0.561938 0.989027 2.038099 5.370539 28.113588
2025-03-16 0.235105 0.355994 0.570170 1.033532 2.236918 6.473733 45.209605
2025-03-23 0.227716 0.348715 0.567095 1.052750 2.373350 7.455455 69.680885
2025-03-30 0.220072 0.340403 0.561208 1.064674 2.493256 8.484988 110.393274
2025-04-06 0.210805 0.328544 0.547326 1.055823 2.547500 9.256720 165.050307
2025-04-13 0.197910 0.309363 0.517494 1.004923 2.454012 9.161642 188.805115
2025-04-20 0.192358 0.303318 0.513571 1.017201 2.575805 10.461542 363.566448
2025-04-27 0.187371 0.297988 0.510627 1.031547 2.710830 12.050200 874.389097
2025-05-04 0.180379 0.288498 0.498336 1.020224 2.750282 13.042540 1941.468871
2025-05-11 0.175417 0.282568 0.493052 1.026713 2.860836 14.805873 10068.767953